Like yourself, I too have an unlimited data plan and used it to update to stable Android 11 using mobile data.
As per the screenshot below which quite clearly states...
"Downloading via mobile networks may result in additional charges. If possible, download via a Wi-Fi network instead"
That is sound advice for someone who does not want to eat up their mobile data allowance... it does not in any way prevent you from choosing to update your phone via mobile data.
Which model of Galaxy S20 do you have. Is it one of the flagship models or the S20 FE?
I have a Samsung Galaxy S20 Ultra 5G global Exynos model on unbranded firmware for the U.K.